UET5.DE vs. SPMO
Compare and contrast key facts about UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) and Invesco S&P 500® Momentum ETF (SPMO).
UET5.DE and SPMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UET5.DE is a passively managed fund by UBS that tracks the performance of the EURO STOXX® 50 ESG. It was launched on Jul 25, 2019. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015. Both UET5.DE and SPMO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UET5.DE or SPMO.
Key characteristics
| UET5.DE | SPMO | |
|---|---|---|
| YTD Return | 11.80% | 35.89% |
| 1Y Return | 19.62% | 51.52% |
| 3Y Return (Ann) | 10.15% | 14.05% |
| 5Y Return (Ann) | 11.65% | 18.57% |
| Sharpe Ratio | 1.57 | 2.75 |
| Daily Std Dev | 12.37% | 17.98% |
| Max Drawdown | -37.03% | -30.95% |
| Current Drawdown | -3.73% | -3.11% |
Correlation
The correlation between UET5.DE and SPMO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
UET5.DE vs. SPMO - Performance Comparison
In the year-to-date period, UET5.DE achieves a 11.80% return, which is significantly lower than SPMO's 35.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UET5.DE vs. SPMO - Expense Ratio Comparison
UET5.DE has a 0.10% expense ratio, which is lower than SPMO's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
UET5.DE vs. SPMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) and Invesco S&P 500® Momentum ETF (SPMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
UET5.DE vs. SPMO - Dividend Comparison
UET5.DE's dividend yield for the trailing twelve months is around 3.31%, more than SPMO's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 3.31% | 2.96% | 3.06% | 2.17% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500® Momentum ETF | 0.41% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
UET5.DE vs. SPMO - Drawdown Comparison
The maximum UET5.DE drawdown since its inception was -37.03%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for UET5.DE and SPMO. For additional features, visit the drawdowns tool.
Volatility
UET5.DE vs. SPMO - Volatility Comparison
The current volatility for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) is 4.08%, while Invesco S&P 500® Momentum ETF (SPMO) has a volatility of 5.89%. This indicates that UET5.DE experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.